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State prices, liquidity, and default - MaRDI portal

State prices, liquidity, and default (Q1006588)

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scientific article; zbMATH DE number 5532819
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English
State prices, liquidity, and default
scientific article; zbMATH DE number 5532819

    Statements

    State prices, liquidity, and default (English)
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    25 March 2009
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    cash-in-advance constraints
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    default
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    asset prices
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    risk-neutral probabilities
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    Identifiers